[Limdep Nlogit List] Hausman Taylor Est
kchakraborty at uwf.edu
Sun Jul 9 00:27:46 AEST 2017
I am trying to estimate H-T Estimator (page E11-79 Version-9) with 30
country, 12 year, 11 variable a shorter version than my original data that
has 93 countries, 22 years and 23 variables. It did well until I reached
2SLS results. I am getting an error message,Error-608 which according to
the manual is ---AR(1) model cannot be computed with weighting. Also, can I
use lagged dependent variable as: Namelist; F1=one,Y[-1] with no F2.
Any help would be appreciated.
|-> CALC; S2S=SSQRD; S2U=S2S-AVG_TI*S2E$
|-> REGRESS; LHS=Y; RHS=ALL; PANEL; RANDOM; PDS=12;
Error 608: No room in data area to create needed group indicator
*Dr. Kalyan (Kal) Chakraborty*
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